+25.0%
VRTX vs AS
+133.7%
-108.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +0.5% | +7.1% | -6.7% | -0.1% |
| 30D | +8.0% | +12.8% | -4.8% | +6.9% |
| 3M | +11.9% | -14.7% | +26.6% | +13.3% |
| 6M | +27.8% | -9.9% | +37.8% | +28.6% |
| YTD | +19.7% | -16.1% | +35.8% | +20.7% |
| 1Y | +30.1% | +0.2% | +29.9% | +29.3% |
| All | +25.0% | +133.7% | -108.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling